Don't know how this is supposed to work. Playing CB Full as Germans. OKH shows 5 x 210mm Mortars as part of its troop composition. In addition, infollowing the advice of a previous post, I set that massive JU-52 TC unit to disband and made sure it was within the green zone of OKH. At turn 4, OKH is also showing 85 x JU-52s as part of its troop composition. I created a Hvy Arty unit and a TC unit on turn 2 in OKH and set the to "Priority" replacements. Yet at turn 4 they are still 'empty'. How does one move those mortars and aircraft to those empty shells?

What you have probably forgotten to do (and I did the same when I first did it) is assign the new unit to OKH (or STAVKA). If it is not part of an HQ chain that ends where the replacement points are...it wont get any.

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“My logisticians are a humorless lot … they know if my campaign fails, they are the first ones I will slay.” – Alexander the Great

As Jon said, each nation has their own staff, you will only receive minimal replacements for Romanains until their spirits go above 75% (???ish). Before the first patch minor allies received no replacements until their spirit levels are higher, so at least they will fill up in the early game, just very slowly.